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Volume and Volatility in Forei...
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Stochastic filtering with applications in finance
Bhar, Ramaprasad
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2010
Persistent link: https://www.econbiz.de/10009361561
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Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
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Chiarella, Carl
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1995
Persistent link: https://www.econbiz.de/10004352260
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Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
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Chiarella, Carl
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1995
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